+1.5%
SMR vs RSG
+94.3%
-92.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -4.9% | -5.6% |
| 7D | +4.7% | -1.8% | +6.5% | +4.7% |
| 30D | +3.2% | +2.8% | +0.4% | +3.2% |
| 3M | +9.9% | +4.3% | +5.6% | +9.5% |
| 6M | -15.1% | -0.5% | -14.6% | -14.2% |
| YTD | -27.9% | +5.2% | -33.2% | -28.5% |
| 1Y | -70.2% | -2.1% | -68.1% | -69.9% |
| 3Y | +72.5% | +56.5% | +16.0% | +48.3% |
| All | +1.5% | +94.3% | -92.8% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RSG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling